+160.6%
MSFT vs ABNB
+24.1%
+136.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | +6.5% | -8.9% | -4.0% |
| 30D | -3.8% | +9.4% | -13.2% | -5.9% |
| 3M | +6.4% | +0.6% | +5.8% | +5.8% |
| 6M | +28.8% | +33.7% | -4.9% | +19.4% |
| YTD | +8.8% | +33.5% | -24.6% | +0.7% |
| 1Y | +3.2% | +48.8% | -45.7% | -7.0% |
| 3Y | +44.8% | +53.3% | -8.5% | +26.8% |
| 5Y | +61.8% | -12.3% | +74.1% | +45.7% |
| All | +160.6% | +24.1% | +136.5% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ABNB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling